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Modelling the asymmetric volatility with combine white noise across Australia and United Kingdom GDP data set

The objective of this investigation presents Combine White Noise (CWN) Model that outperform the Exponential Generalized Autoregressive Conditional Heteroscedasticity (EGARCH). This study employed the GDP data set of two countries to compare the results of the new CWN Model with existing EGARCH Mode...

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书目详细资料
Main Authors:	Agboluaje, Ayodele Abraham, Ismail, Suzilah, Chee, Yin Yip
格式:	Article
语言:	English
出版:	Medwell Publishing 2016
主题:	QA Mathematics
在线阅读:	http://repo.uum.edu.my/21535/1/RJAS%201%2011%202016%201427-1431.pdf http://repo.uum.edu.my/21535/ https://www.medwelljournals.com/abstract/?doi=rjasci.2016.1427.1431
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